Sumários
Discount Factors, Interest Rates & Bonds
22 setembro 2026, 14:30 • André Teixeira
Equivalence between interest rates and discount factors.
Forward interest rates: definition and no-arbitrage derivation.
Discount Factors, Interest Rates and Bonds
16 setembro 2026, 14:30 • André Teixeira
Why the time value of money matters.
Measuring time and day-count conventions.
Discount factors.
Interest rates: quote, compounding, future/present value.
Exercises - Chapters 1 and 2.
Introduction
15 setembro 2026, 14:30 • André Teixeira
Course outline.
Spot trading, short selling and arbitrage.